+84.6%
MRK vs UAL
+22.8%
+61.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.0% | -4.0% | +3.3% |
| 7D | +6.7% | +11.9% | -5.2% | +5.7% |
| 30D | +7.8% | +5.2% | +2.5% | +7.2% |
| 3M | +18.2% | -12.7% | +30.9% | +19.0% |
| 6M | +34.7% | +28.5% | +6.2% | +31.0% |
| YTD | +45.8% | +3.5% | +42.3% | +42.4% |
| 1Y | +84.6% | +27.5% | +57.0% | +75.3% |
| All | +84.6% | +22.8% | +61.7% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling